Otherwise the operations fail with an invalid handle error, which is a
bit less obvious when debugging.

Every AsyncSocket is guarded by its own fCritsect. All ConnectOperations
are guarded by the shared s_connectCrit.

Apparently the NetCli infrastructure and/or our asio-based sockets
really don't like it when a socket is closed inside its own notify read
callback. So instead, let ReportNetError disconnect the auth connection
via the error callback, which runs asynchronously on the main thread.